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RBA Glossary definition for systemic risks
systemic risks – Events which may jeopardise financial system stability and cause harm to the real economy. For example, the Y2K problem was regarded as such a risk. They may include the risk that the failure of one participant in a payments system, or in financial markets generally, to meet their required obligations when due, will cause other participants or financial institutions to be unable to meet their obligations (including settlement obligations in a transfer system) when due. Such a failure may cause significant liquidity or credit problems.
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Policy Issues
31 Dec 2006
RDP
2006-12
constraints and regulation, and how much implies an increase in their risk profiles. ... Even if systemic risks to the financial system have not increased, these developments have implications for policy-makers' understanding of macroeconomic behaviour.
https://www.rba.gov.au/publications/rdp/2006/2006-12/policy-issues.html
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Methodology
31 Dec 2012
RDP
2012-05
Given that the focus is on the systemic impact of a disruption, the measure of unsettled payments excludes payments to or from the stricken participant. ... Another measure of the systemic impact is the simulator's settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/2012-05/methodology.html
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Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
Geographiclocation is therefore potentially a significant determinant of credit risk in homemortgage lending. ... regardless of the perceived risk of the borrowers (Giannetti andLaeven 2012; De Haas and Van Horen 2012).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Asset Prices, Monetary and Other Policies
31 Dec 2010
RDP
2010-06
which forced financial institutions to recognise the risk of loan loss when loans entered the balance sheet, rather than once loans became impaired. ... This may include measures that better account for the contribution of individual financial
https://www.rba.gov.au/publications/rdp/2010/2010-06/asset-prices-monetary.html
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The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
While the focus in this paper is on credit and concentration risk, other risks that can arise from tiering include:. ... risk. On the other hand, the results suggest that both liquidity savings and risks would increase significantly if institutions above
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
Housing and Housing Finance: The View from Australia and Beyond
8 Jan 2007
RDP
PDF
278KB
markets, and particularly innovations in funding and risk management, had resulted in a substantial expansion in the supply of mortgage loans. ... loans. It is well-known that lending markets involve information asymmetries, so lenders do not know
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-12.pdf
Non-technical summary for 'Emergency Liquidity Injections'
8 Oct 2019
RDP
PDF
459KB
RDP 2019-10 non-technical summary
https://www.rba.gov.au/publications/rdp/2019/2019-10/rdp-2019-10-non-technical-summary.pdf
References
31 May 1999
RDP
1999-05
27–48. Boyd, J. and S. Graham (1998), ‘Consolidation in US banking: Implications for Efficiency and Risk’, in Y. ... 7–36. Dziobek, C. and C. Pazarbasioglu (1997), ‘Lessons from Systemic Bank Restructuring: A Survey of 24 Countries’, IMF
https://www.rba.gov.au/publications/rdp/1999/1999-05/references.html
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China's Financial System Reforms
31 Dec 2014
RDP
2014-10
The period beginning in the mid 1990s and ending in the early 2000s saw an expansion of China's financial market infrastructure, but also risks to financial stability. ... This aroused concern among policymakers about systemic risks stemming from rapid
https://www.rba.gov.au/publications/rdp/2014/2014-10/chi-fin-sys-reforms.html
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Other Published Documents
31 Dec 2001
RDP
2001-10
Weston S and SA Cooper, ‘Bank Checks’, Risk, 9(2), pp 23–27. ... 504. Mackrell NC, ‘Minimising Systemic Risk with Real-Time Settlement of High-Value Transactions’, ASX Perspective, 3rd Quarter, pp 16–19.
https://www.rba.gov.au/publications/rdp/2001/2001-10/other-published-documents.html
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